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In this paper, a new full-Newton step feasible interior-point method for convex quadratic programming is presented and analyzed. The idea behind this method is to replace the complementarity condition with a non-negative weight vector and use the algebraic equivalent transformation for the obtained equation. Under the selection of appropriate parameters, the quadratic rate of convergence of the new algorithm is established. In addition, the iteration complexity of the algorithm is obtained. Finally, some numerical results are presented to demonstrate the practical performance of the proposed algorithm. [ABSTRACT FROM AUTHOR]

A new generation of universal tools and languages for modeling and simulation multi-physical domain applications has emerged and became widely accepted; they generate large-scale systems of differential algebraic equations (DAEs) automatically. Motivated by the characteristics of DAE systems with large dimensions, high index or block structures, we first propose a modified Pantelides' algorithm (MPA) for any high order DAEs based on the Σ matrix, which is similar to Pryce's Σ method. By introducing a vital parameter vector, a modified Pantelides' algorithm with parameters has been presented. It leads to a block Pantelides' algorithm (BPA) naturally which can immediately compute the crucial canonical offsets for whole (coupled) systems with block-triangular form. We illustrate these algorithms by some examples, and preliminary numerical experiments show that the time complexity of BPA can be reduced by at least O (ℓ) compared to the MPA, which is mainly consistent with the results of our analysis. [ABSTRACT FROM AUTHOR]